+42.0%
SOFI vs KR
+108.3%
-66.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +1.1% |
| 7D | -4.9% | -0.2% | -4.8% | -5.0% |
| 30D | -3.5% | +5.1% | -8.5% | -2.7% |
| 3M | +3.9% | -8.2% | +12.1% | +2.6% |
| 6M | -6.5% | -18.0% | +11.5% | -9.0% |
| YTD | -33.8% | -4.8% | -29.1% | -34.0% |
| 1Y | -33.3% | -11.0% | -22.3% | -34.0% |
| 3Y | +94.6% | +37.7% | +56.9% | +100.1% |
| 5Y | +13.3% | +52.8% | -39.5% | +23.1% |
| All | +42.0% | +108.3% | -66.4% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling